Cirata PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:76.49% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9692 | 3.36 | |
| 0.1765 | 4.84 | |
| 0.5137 | 5.82 | |
| 0.9380 | 2.86 | |
| -0.9979 | -2.19 | |
| -0.4526 | -1.28 | |
| 1.0367 | 2.63 | |
| -0.9437 | -1.63 | |
| 0.6423 | 0.89 | |
| -0.0766 | -0.12 | |
| -0.3495 | -0.69 | |
| 0.2263 | 0.54 |
Estimation Period:
Jun 5, 2012 to Jan 30, 2026
Jun 5, 2012 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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